PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

xftsp: a Tool for Time Series Prediction by Means of Fuzzy Inference Systems
Federico Montesino, Amaury Lendasse and Angel Barriga Barros
In: 4th IEEE International Conference on Intelligent Systems (IS08), 6-8 september 2008, 4th IEEE International Conference on Intelligent Systems (IS08).


A new software tool for time series prediction by means of fuzzy inference systems is reported. This tool, named xftsp, implements a novel methodology for time series prediction based on methods for automatic fuzzy systems identification and supervised learning combined with statistical methods for nonparametric residual variance estimation. xftsp is designed as a tool integrated in the Xfuzzy development environment for fuzzy systems. Experiments carried out on a number of time series benchmarks show the advantages of xftsp in terms of both accuracy and computational requirements as compared against Least-Squared Support Vector Machines, an established technique in the field of time series prediction.

EPrint Type:Conference or Workshop Item (Paper)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:4787
Deposited By:Amaury Lendasse
Deposited On:24 March 2009